"""
按周期计算收益率，简单方法
"""
from research.calcor import calcor_base
import pandas as pd
class ror(calcor_base):
    def __init__(self,timeperiod=1):
        super().__init__(timeperiod=timeperiod + 1,datatype="dim1")
    def calc(self):
        p0=self.hisdata[0]
        p=self.hisdata[-1]
        if p0!=0:
            rst=(p-p0)/p0
        else:
            rst=None
        return rst
class ror_abs(calcor_base):
    def __init__(self,timeperiod=1):
        super().__init__(timeperiod=timeperiod + 1,datatype="dim1")
    def calc(self):
        p0=self.hisdata[0]
        p=self.hisdata[-1]
        if p0!=0:
            rst=p-p0
        else:
            rst=None
        return rst

if __name__ == '__main__':
    from jili.core import load, save
    from research.calcor.calcors_graph import graph_calcor
    k1m = load(r"D:\data\future_k1m_tq\TA005\TA005_20200102.pkl")
    roc_stat0=ror(timeperiod=5)
    cc = [{'calc_cmd': 'ta', 'cmd': 'EMA', 'out': ['ema30'], 'input': {'price': 'close'}, 'arg': {'timeperiod': 30},
           'batch': 30},
          {'calc_cmd': 'ta', 'cmd': 'EMA', 'out': ['ema10'], 'input': {'price': 'close'}, 'arg': {'timeperiod': 10},
           'batch': 10},
          {'calc_cmd': 'function', 'function': roc_stat0.oncalc, 'out': ['roc_stat0'], 'input': ["ema10","timekey"]}]
    c = graph_calcor(cc)
    k1ms = k1m[:32]
    for t in k1ms:
        t = c.onbar(t)
    print(t)
    t1 = k1m[32]
    t1["timekey"] = t["timekey"]
    t1 = c.onbar(t1)
    print(t1)
    print("end")
